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1、Utility,Prior,andBayesianRobustnessWebeginthischapterwithadiscussionofrationahtyaxiomsforpreferenceandhowonemaydeducetheexistenceofautihtyandprior.LaterweexplorehowrobustorsensitiveisBayesiananalysistothechoiceofprior,utility,andmodel.Intheprocess,weintroducean
2、dexaminevariousquantitativeevaluationsofrobustness.3.1Utility,Prior,andRationalPreferenceWehaveintroducedinChapter2problemsofestimationandtestingasBayesiandecisionproblems.WerecallthecomponentsofageneralBayesiandecisionproblem.LetXbethesamplespace,0theparameter
3、space,f{x